I'll commit the blasphemy because I cook oven rouxs too from time to time.

Start the roux on the stove like you would for a normal stovetop roux to get the oil and flour to mix well and start the cooking. I use equal parts oil and flour in cast iron skillet. Get the oil hot, mix the flour in and stir away. Once the roux has begun to cook, pop it into a preheated oven at 375-400F. Stir well every 15 minutes and remove it when the color is right.

Just be aware that it's going to take much longer to finish than on the stovetop. The higher heat on the stovetop cooks it faster that the relatively low oven heat. Like 2.5 hours to finish. Also, the oven roux isn't going to taste exactly like stovetop because the higher heat on the stovetop can break down larger chemicals in the roux to smaller, more flavorful chemicals.

The oven roux is just so simple to make and you can make a LOT of it at once to freeze for later. I just don't deal with the hassle of the stovetop anymore.

I did a large one yesterday. 8 cups flour to 7 cups oil. Worked out great. It does take longer but when it was done, I just turned off the oven and left it overnight. I reheated it today, sautéed the veggies in it and finished it up. I think it went about 5 hours at 350 for chocolate brown.

I had a big turkey to de-meat and some other things to do, so it worked for me. It's shorter for a small roux. Much shorter. I planned ahead to do it that way. Doesn't work well when you're short on time, but letting it go in the oven until you're ready to deal with it on the stove is a good idea as well.